Scar, you aren't getting it. Vampires are not natural creatures, and more importantly Deac has established that God exists in some form in this universe. Thus holy things have the power to harm evil, to burn it.

Second possibility: Even if, as according to you, they wouldn't automatically have that power, obviously (since that rule works in Mrear) someone gave crosses/holy water/etc their mystical power to harm vampires. Vampires are mystical creatures.